Date: October 19th, 2011
Cate: Finance, Risk & Stability

Toy Euro stress test

The Euro DIY stress test is going around.  It only tests the estimated sovreign debt loss impacts on banks books and doesn’t assess the balance sheet impacts from collateral economic damage that defaults etc. would have.

I jazzed up the model a bit to make it widgetier to play with and understand.  Just used a few cheap design tricks. I make no claims as to the integrity of the data or calculations. Caveat emptor folks as we say in Iowa don’t bet your farm on this. It is a 10 minute derivative work from the original DIY spread sheet with simple scrollbars for key variables and some charts.  Reuters has a more robust version here.

Here is an Excel Download in XLSX format. The DIY European Bank Stress Test V 2.0


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